diff --git a/test/test_cost.py b/test/test_cost.py
index 60d1b1e374f..73ea5fd27b4 100644
--- a/test/test_cost.py
+++ b/test/test_cost.py
@@ -877,11 +877,11 @@ def test_dqn_reduction(self, reduction):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -905,11 +905,11 @@ def test_distributional_dqn_reduction(self, reduction, atoms):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -1991,7 +1991,7 @@ def test_ddpg_reduction(self, reduction):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
@@ -2700,11 +2700,11 @@ def test_td3_reduction(self, reduction):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -3613,11 +3613,11 @@ def test_sac_reduction(self, reduction, version):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -4202,11 +4202,11 @@ def test_discrete_sac_reduction(self, reduction):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape == td.shape
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -5156,11 +5156,11 @@ def test_redq_reduction(self, reduction, deprecated_loss):
         loss = loss_fn(td)
         if reduction == "none":
             for key in loss.keys():
-                if key.startswith("loss"):
+                if key.startswith("loss_"):
                     assert loss[key].shape[-1] == td.shape[0]
         else:
             for key in loss.keys():
-                if not key.startswith("loss"):
+                if not key.startswith("loss_"):
                     continue
                 assert loss[key].shape == torch.Size([])
 
@@ -6201,7 +6201,6 @@ def _create_seq_mock_data_ppo(
     @pytest.mark.parametrize("device", get_default_devices())
     @pytest.mark.parametrize("td_est", list(ValueEstimators) + [None])
     @pytest.mark.parametrize("functional", [True, False])
-    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
     def test_ppo(
         self,
         loss_class,
@@ -6210,7 +6209,6 @@ def test_ppo(
         advantage,
         td_est,
         functional,
-        reduction,
     ):
         torch.manual_seed(self.seed)
         td = self._create_seq_mock_data_ppo(device=device)
@@ -6246,7 +6244,6 @@ def test_ppo(
             value,
             loss_critic_type="l2",
             functional=functional,
-            reduction=reduction,
         )
         if advantage is not None:
             advantage(td)
@@ -6259,15 +6256,6 @@ def test_ppo(
             kl = loss.pop("kl")
             assert (kl != 0).any()
 
-        if reduction == "none":
-
-            def func(x):
-                if x.dtype != torch.float:
-                    return
-                return x.mean()
-
-            loss = loss.apply(func, batch_size=[])
-
         loss_critic = loss["loss_critic"]
         loss_objective = loss["loss_objective"] + loss.get("loss_entropy", 0.0)
         loss_critic.backward(retain_graph=True)
@@ -6804,6 +6792,41 @@ def test_ppo_notensordict(
         assert loss_obj == loss_val_td.get("loss_objective")
         assert loss_crit == loss_val_td.get("loss_critic")
 
+    @pytest.mark.parametrize("loss_class", (PPOLoss, ClipPPOLoss, KLPENPPOLoss))
+    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
+    def test_ppo_reduction(self, reduction, loss_class):
+        torch.manual_seed(self.seed)
+        device = (
+            torch.device("cpu")
+            if torch.cuda.device_count() == 0
+            else torch.device("cuda")
+        )
+        td = self._create_seq_mock_data_ppo(device=device)
+        actor = self._create_mock_actor(device=device)
+        value = self._create_mock_value(device=device)
+        advantage = GAE(
+            gamma=0.9,
+            lmbda=0.9,
+            value_network=value,
+        )
+        loss_fn = loss_class(
+            actor,
+            value,
+            loss_critic_type="l2",
+            reduction=reduction,
+        )
+        advantage(td)
+        loss = loss_fn(td)
+        if reduction == "none":
+            for key in loss.keys():
+                if key.startswith("loss_"):
+                    assert loss[key].shape == td.shape
+        else:
+            for key in loss.keys():
+                if not key.startswith("loss_"):
+                    continue
+                assert loss[key].shape == torch.Size([])
+
 
 class TestA2C(LossModuleTestBase):
     seed = 0
@@ -6969,8 +6992,7 @@ def _create_seq_mock_data_a2c(
     @pytest.mark.parametrize("device", get_default_devices())
     @pytest.mark.parametrize("td_est", list(ValueEstimators) + [None])
     @pytest.mark.parametrize("functional", (True, False))
-    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
-    def test_a2c(self, device, gradient_mode, advantage, td_est, functional, reduction):
+    def test_a2c(self, device, gradient_mode, advantage, td_est, functional):
         torch.manual_seed(self.seed)
         td = self._create_seq_mock_data_a2c(device=device)
 
@@ -7005,7 +7027,6 @@ def test_a2c(self, device, gradient_mode, advantage, td_est, functional, reducti
             value,
             loss_critic_type="l2",
             functional=functional,
-            reduction=reduction,
         )
 
         # Check error is raised when actions require grads
@@ -7023,14 +7044,7 @@ def test_a2c(self, device, gradient_mode, advantage, td_est, functional, reducti
         elif td_est is not None:
             loss_fn.make_value_estimator(td_est)
         loss = loss_fn(td)
-        if reduction == "none":
-
-            def func(x):
-                if x.dtype != torch.float:
-                    return
-                return x.mean()
 
-            loss = loss.apply(func, batch_size=[])
         loss_critic = loss["loss_critic"]
         loss_objective = loss["loss_objective"] + loss.get("loss_entropy", 0.0)
         loss_critic.backward(retain_graph=True)
@@ -7413,6 +7427,40 @@ def test_a2c_notensordict(
         assert loss_objective == loss_val_td["loss_objective"]
         assert loss_critic == loss_val_td["loss_critic"]
 
+    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
+    def test_a2c_reduction(self, reduction):
+        torch.manual_seed(self.seed)
+        device = (
+            torch.device("cpu")
+            if torch.cuda.device_count() == 0
+            else torch.device("cuda")
+        )
+        td = self._create_seq_mock_data_a2c(device=device)
+        actor = self._create_mock_actor(device=device)
+        value = self._create_mock_value(device=device)
+        advantage = GAE(
+            gamma=0.9,
+            lmbda=0.9,
+            value_network=value,
+        )
+        loss_fn = A2CLoss(
+            actor,
+            value,
+            loss_critic_type="l2",
+            reduction=reduction,
+        )
+        advantage(td)
+        loss = loss_fn(td)
+        if reduction == "none":
+            for key in loss.keys():
+                if key.startswith("loss_"):
+                    assert loss[key].shape == td.shape
+        else:
+            for key in loss.keys():
+                if not key.startswith("loss_"):
+                    continue
+                assert loss[key].shape == torch.Size([])
+
 
 class TestReinforce(LossModuleTestBase):
     seed = 0
@@ -7659,26 +7707,16 @@ def _create_mock_common_layer_setup(
         return actor, critic, common, td
 
     @pytest.mark.parametrize("separate_losses", [False, True])
-    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
-    def test_reinforce_tensordict_separate_losses(self, separate_losses, reduction):
+    def test_reinforce_tensordict_separate_losses(self, separate_losses):
         torch.manual_seed(self.seed)
         actor, critic, common, td = self._create_mock_common_layer_setup()
         loss_fn = ReinforceLoss(
             actor_network=actor,
             critic_network=critic,
             separate_losses=separate_losses,
-            reduction=reduction,
         )
 
         loss = loss_fn(td)
-        if reduction == "none":
-
-            def func(x):
-                if x.dtype != torch.float:
-                    return
-                return x.mean()
-
-            loss = loss.apply(func, batch_size=[])
 
         assert all(
             (p.grad is None) or (p.grad == 0).all()
@@ -7807,6 +7845,26 @@ def test_reinforce_notensordict(
             return
         assert loss_actor == loss_val_td["loss_actor"]
 
+    @pytest.mark.parametrize("reduction", [None, "none", "mean", "sum"])
+    def test_reinforce_reduction(self, reduction):
+        torch.manual_seed(self.seed)
+        actor, critic, common, td = self._create_mock_common_layer_setup()
+        loss_fn = ReinforceLoss(
+            actor_network=actor,
+            critic_network=critic,
+            reduction=reduction,
+        )
+        loss = loss_fn(td)
+        if reduction == "none":
+            for key in loss.keys():
+                if key.startswith("loss_"):
+                    assert loss[key].shape == td.shape
+        else:
+            for key in loss.keys():
+                if not key.startswith("loss_"):
+                    continue
+                assert loss[key].shape == torch.Size([])
+
 
 @pytest.mark.parametrize("device", get_default_devices())
 class TestDreamer(LossModuleTestBase):
diff --git a/torchrl/objectives/a2c.py b/torchrl/objectives/a2c.py
index 1846db4989a..b52b055e357 100644
--- a/torchrl/objectives/a2c.py
+++ b/torchrl/objectives/a2c.py
@@ -477,7 +477,7 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
             loss_critic = self.loss_critic(tensordict)
             td_out.set("loss_critic", loss_critic)
         td_out = td_out.named_apply(
-            lambda name, value: _reduce(value, reduction=self.reduction)
+            lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")
             else value,
             batch_size=[],
diff --git a/torchrl/objectives/ppo.py b/torchrl/objectives/ppo.py
index d871098cbb8..683e2f27553 100644
--- a/torchrl/objectives/ppo.py
+++ b/torchrl/objectives/ppo.py
@@ -5,7 +5,6 @@
 from __future__ import annotations
 
 import contextlib
-import functools
 
 import math
 import warnings
@@ -560,10 +559,12 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
         if self.critic_coef:
             loss_critic = self.loss_critic(tensordict)
             td_out.set("loss_critic", loss_critic)
-        td_out = td_out.apply(
-            functools.partial(_reduce, reduction=self.reduction), batch_size=[]
+        td_out = td_out.named_apply(
+            lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
+            if name.startswith("loss_")
+            else value,
+            batch_size=[],
         )
-
         return td_out
 
     def make_value_estimator(self, value_type: ValueEstimators = None, **hyperparams):
@@ -807,7 +808,7 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
 
         td_out.set("ESS", _reduce(ess, self.reduction) / batch)
         td_out = td_out.named_apply(
-            lambda name, value: _reduce(value, reduction=self.reduction)
+            lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")
             else value,
             batch_size=[],
@@ -1070,7 +1071,7 @@ def forward(self, tensordict: TensorDictBase) -> TensorDict:
             loss_critic = self.loss_critic(tensordict_copy)
             td_out.set("loss_critic", loss_critic)
         td_out = td_out.named_apply(
-            lambda name, value: _reduce(value, reduction=self.reduction)
+            lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")
             else value,
             batch_size=[],
diff --git a/torchrl/objectives/reinforce.py b/torchrl/objectives/reinforce.py
index 37b595f7cb7..aaf871c8c7f 100644
--- a/torchrl/objectives/reinforce.py
+++ b/torchrl/objectives/reinforce.py
@@ -402,7 +402,7 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
 
         td_out.set("loss_value", self.loss_critic(tensordict))
         td_out = td_out.named_apply(
-            lambda name, value: _reduce(value, reduction=self.reduction)
+            lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")
             else value,
             batch_size=[],